+62.2%
PANW vs CBOE
+39.5%
+22.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -11.8% | +7.7% | -19.5% | -10.9% |
| 30D | -14.4% | +24.4% | -38.8% | -12.2% |
| 3M | -5.0% | +20.0% | -25.0% | -2.6% |
| 6M | +88.6% | +2.4% | +86.2% | +95.1% |
| YTD | +88.9% | +38.5% | +50.4% | +81.2% |
| 1Y | +62.2% | +39.0% | +23.3% | +55.4% |
| All | +62.2% | +39.5% | +22.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling